Sieve the bread flour and powdered milk over a bowl.
Add the sugar, nutmeg, sea salt, and dry yeast.
Pour in the water and egg.
Use a mixer to knead the batter on low speed for five minutes.
Toss in the butter and knead on low speed for 15 minutes more.
Shape the dough into a round in a lightly oiled or buttered bowl.
Cover it with a cloth and leave to rise for 45 minutes.
Then, grease the air fryer pan with butter.
Lightly grease a flat surface with butter.
Use a rolling pin to flatten the dough.
Cut the dough into eight pieces with a dough cutter.
Pinch and shape each dough into balls.
Place the balls in the air fryer pan.
Cover with a cloth and leave to rise for 15 minutes.
Preheat the air fryer to 205°C for five minutes.
Place the air fryer pan inside and cover with parchment paper.
Air fry the bread for 14 minutes.
Remove the parchment paper.
Air fry for one more minute.
Take the bread out of the pan and serve for freshly air-fried bread!